• 제목/요약/키워드: Least Squares Method

검색결과 1,461건 처리시간 0.032초

ON THE CONSTRUCTION OF A SURFACE FROM DISCRETE DERIVATIVE DATA AND ITS EXTENDED SURFACE USING THE LEAST SQUARES METHOD

  • Kim, Hoi-Sub
    • Journal of applied mathematics & informatics
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    • 제4권2호
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    • pp.387-396
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    • 1997
  • For given discrete derivative data in a rectangular re-gion we propose a method to generate an approximated surface which fits the given derivative data in the region and extends smoothly to a sufficiently large rectangular region. Such an extension in nec-essary in the generation of the surface in NC(numerical control) ma-chine.

상관관계가 강한 독립변수들을 포함한 데이터 시스템 분석을 위한 편차 - 복구 알고리듬 (Biased-Recovering Algorithm to Solve a Highly Correlated Data System)

  • 이미영
    • 한국경영과학회지
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    • 제28권3호
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    • pp.61-66
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    • 2003
  • In many multiple regression analyses, the “multi-collinearity” problem arises since some independent variables are highly correlated with each other. Practically, the Ridge regression method is often adopted to deal with the problems resulting from multi-collinearity. We propose a better alternative method using iteration to obtain an exact least squares estimator. We prove the solvability of the proposed algorithm mathematically and then compare our method with the traditional one.

A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • 제16권2호
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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제한된 Remez Exchange 알고리즘을 이용한 고속 IIR 필터 (High-Speed IIR Filter Using Constrained Remez Exchange Algorithm)

  • 김대익;태기철;정진균
    • 한국통신학회논문지
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    • 제28권8C호
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    • pp.821-826
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    • 2003
  • 본 논문에서는 IIR 필터의 임계 경로를 줄이기 위하여 제한된 Remez exchange 알고리즘을 제안하였다. 제안된 알고리즘은 Remez exchange 알고리즘과 최소 자승법을 이용하였다. IIR 필터 구현 예제에서 제안된 방법이 속도를 최대 20% 증가시킴을 보였다.

EXPERIMENTAL RESULTS OF W-CYCLE MULTIGRID FOR PLANAR LINEAR ELASTICITY

  • Yoo, Jae-Chil
    • East Asian mathematical journal
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    • 제14권2호
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    • pp.399-410
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    • 1998
  • In [3], Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated-linear systems. In this work, we present computational experiments of W-cycle multigrid method. Computational experiments show that the convergence is uniform as the parameter, $\nu$, goes to 1/2.

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Verification of Two Least-Squares Methods for Estimating Center of Rotation Using Optical Marker Trajectory

  • Lee, Jung Keun
    • 센서학회지
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    • 제26권6호
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    • pp.371-378
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    • 2017
  • An accurate and robust estimation of center of rotation (CoR) using optical marker trajectory is crucial in human biomechanics. In this regard, the performances of the two prevailing least-squares methods, the Gamage and Lasenby (GL) method, and the Chang and Pollard (CP) method, are verified in this paper. While both methods are sphere-fitting approaches in closed form and require no tuning parameters, they have not been thoroughly verified by comparison of their estimation accuracies. Furthermore, while for both methods, results for stationary CoR locations are presented, cases for perturbed CoR locations have not been investigated for any of them. In this paper, the estimation performances of the GL method and CP method are investigated by varying the range of motion (RoM) and noise amount, for both stationary and perturbed CoR locations. The difference in the estimation performance according to the variation in the amount of noise and RoM was clearly shown for both methods. However, the CP method outperformed the GL method, as seen in results from both the simulated and the experimental data. Particularly, when the RoM is small, the GL method failed to estimate the appropriate CoR while the CP method reasonably maintained the accuracy. In addition, the CP method showed a considerably better predictability in CoR estimation for the perturbed CoR location data than the GL method. Accordingly, it may be concluded that the CP method is more suitable than the GL method for CoR estimation when RoM is limited and CoR location is perturbed.

On Parameter Estimation of Growth Curves for Technological Forecasting by Using Non-linear Least Squares

  • Ko, Young-Hyun;Hong, Seung-Pyo;Jun, Chi-Hyuck
    • Management Science and Financial Engineering
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    • 제14권2호
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    • pp.89-104
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    • 2008
  • Growth curves including Bass, Logistic and Gompertz functions are widely used in forecasting the market demand. Nonlinear least square method is often adopted for estimating the model parameters but it is difficult to set up the starting value for each parameter. If a wrong starting point is selected, the result may lead to erroneous forecasts. This paper proposes a method of selecting starting values for model parameters in estimating some growth curves by nonlinear least square method through grid search and transformation into linear regression model. Resealing the market data using the national economic index makes it possible to figure out the range of parameters and to utilize the grid search method. Application to some real data is also included, where the performance of our method is demonstrated.

결합예측 방법을 이용한 인터넷 트래픽 수요 예측 연구 (A Study on Internet Traffic Forecasting by Combined Forecasts)

  • 김삼용
    • 응용통계연구
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    • 제28권6호
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    • pp.1235-1243
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    • 2015
  • 최근 들어 ICT 분야의 발달에 따라 데이터 사용량의 급격한 증가로 인터넷 트래픽 사용량 예측은 중요성은 강조되고 있다. 이러한 예측치를 적절한 트래픽 관리와 제어를 위한 계획 수립에 도움을 준다. 본 논문은, 5분 단위의 인터넷 트래픽 자료를 이용하여 결합 예측 모형을 제안하고자 한다. 이에 대하여 시계열의 대표적인 3개 모형인 Seasonal ARIMA, Fractional ARIMA(FARIMA), Taylor의 수정된 Holt-Winters 모형을 적용하였다. 모형 간 결합 예측 방법으로 예측치 간의 SA(Simple Average) 결합 예측 방법과 OLS(Ordinary Least Square)를 이용한 결합방법, ERLS(Equality Restricted Least Squares)를 이용한 결합 예측 방법, Armstrong(2001)이 제안한 MSE 기반 결합 예측 방법을 사용한다. 이에 따른 결과로서 3시간에서의 예측은 Seasonal ARIMA가 선택된 반면, 6시간 이후 예측에서는 결합 예측 방법이 좋은 예측 성능을 보여준다.

리튬이온 배터리의 과전압/저전압을 막기 위한 회기 최소 자승법 기반의 실시간 내부 저항 추정방법 (Online Identification of Li-ion Battery's Internal Resistance based on a Recursive Least Squares Method to Prevent Overvoltage/Undervoltage)

  • 김우용;이평연;김종훈;김경수
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2018년도 전력전자학술대회
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    • pp.237-239
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    • 2018
  • This paper proposes an on-line estimation algorithm of internal resistance of Li-ion battery based on the recursive least squares method to prevent the overvoltage and undervoltage casing degradation of life cycle of battery. An equivalent circuit model with single time constant is adopted, and under assumptions that the terminal voltage, current and SOC are measured accurately, the discrete time based nonlinear equation of the model can be converted to the linear equation which can be applied to recursive least squares method. Since the coefficients of the discrete time linear equation can be expressed by the parameters of the equivalent circuit model, it is shown that an internal resistance (Ri) can be estimated in real time using the least square method.

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정다각형 배열의 광 마우스를 이용한 이동 로봇의 최소 자승 속도 추정 (Least Squares Velocity Estimation of a Mobile Robot Using a Regular Polygonal Array of Optical Mice)

  • 김성복;정일화;이상협
    • 제어로봇시스템학회논문지
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    • 제13권10호
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    • pp.978-982
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    • 2007
  • This paper presents the velocity estimation of a mobile robot using a regular polygonal array of optical mice that are installed at the bottom of a mobile robot. First, the basic principle of the proposed velocity estimation method is explained. Second, the velocity kinematics from a mobile robot to an array of optical mice is derived as an overdetermined linear system. Third, for a given set of optical mouse readings, the mobile robot velocity is estimated based on the least squares solution to the obtained system. Finally, simulation results are given to demonstrate the validity of the proposed velocity estimation method.